Estimates from median or mean method are summarized back to back in this report, for better comparison. The title of each table state which parameter is under comparison, under what simulation setting.

\(\beta_{slope}\)

Outlier, cov = -0.067, var(\(\epsilon\)) = 0.1

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
slope 100 5% mean 1.478636 -0.0213644 0.0476592 0.0508945 0.0030467 NA NA
slope 100 5% median 1.493034 -0.0069664 0.0016643 0.0374066 0.0014478 0.940 386.1455
slope 100 15% mean 1.418420 -0.0815798 0.0678541 0.0708409 0.0116737 NA NA
slope 100 15% median 1.483184 -0.0168164 0.0013972 0.0389499 0.0017999 0.946 239.9270
slope 100 25% mean 1.358998 -0.1410019 0.0842080 0.0864052 0.0273474 NA NA
slope 100 25% median 1.473877 -0.0261226 0.0016899 0.0419874 0.0024453 0.936 206.7205
slope 100 30% mean 1.323405 -0.1765955 0.0917164 0.0939308 0.0400090 NA NA
slope 100 30% median 1.472418 -0.0275819 0.0019341 0.0459385 0.0028711 0.932 198.5235
slope 100 35% mean 1.294176 -0.2058243 0.0974749 0.0964789 0.0516718 NA NA
slope 100 35% median 1.467122 -0.0328783 0.0019558 0.0431216 0.0029404 0.950 193.9230
slope 200 5% mean 1.475261 -0.0247386 0.0344118 0.0337355 0.0017501 NA NA
slope 200 5% median 1.495223 -0.0047770 0.0012289 0.0247220 0.0006340 0.938 957.9950
slope 200 15% mean 1.411957 -0.0880427 0.0490859 0.0492933 0.0101813 NA NA
slope 200 15% median 1.483844 -0.0161556 0.0012005 0.0273996 0.0010117 0.926 545.6690
slope 200 25% mean 1.349735 -0.1502649 0.0599010 0.0596073 0.0261326 NA NA
slope 200 25% median 1.473526 -0.0264736 0.0012196 0.0285456 0.0015157 0.962 443.1290
slope 200 30% mean 1.324903 -0.1750974 0.0646112 0.0616670 0.0344619 NA NA
slope 200 30% median 1.473843 -0.0261574 0.0012153 0.0280032 0.0014684 0.952 430.2170
slope 200 35% mean 1.293868 -0.2061319 0.0692801 0.0661017 0.0468598 NA NA
slope 200 35% median 1.467770 -0.0322297 0.0013630 0.0303290 0.0019586 0.958 415.5610
slope 500 5% mean 1.472262 -0.0277377 0.0218205 0.0217867 0.0012440 NA NA
slope 500 5% median 1.494136 -0.0058645 0.0007341 0.0161115 0.0002940 0.946 3590.1530
slope 500 15% mean 1.410537 -0.0894634 0.0311796 0.0302055 0.0089161 NA NA
slope 500 15% median 1.484166 -0.0158342 0.0006301 0.0169414 0.0005377 0.942 1905.7640
slope 500 25% mean 1.351797 -0.1482025 0.0381612 0.0361565 0.0232713 NA NA
slope 500 25% median 1.475651 -0.0243490 0.0008124 0.0172836 0.0008916 0.938 1563.6610
slope 500 30% mean 1.320490 -0.1795096 0.0412370 0.0385350 0.0337086 NA NA
slope 500 30% median 1.469589 -0.0304113 0.0009020 0.0177169 0.0012387 0.934 1324.9770
slope 500 35% mean 1.287314 -0.2126862 0.0439249 0.0425076 0.0470423 NA NA
slope 500 35% median 1.465301 -0.0346989 0.0009814 0.0193072 0.0015768 0.960 1263.4060

Outlier, cov = 0, var(\(\epsilon\)) = 0.1

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
slope 100 5% mean 1.479549 -0.0204510 0.0477378 0.0545496 0.0033939 NA NA
slope 100 5% median 1.491208 -0.0087918 0.0018653 0.0382692 0.0015418 0.962 371.1210
slope 100 15% mean 1.416237 -0.0837632 0.0690992 0.0734965 0.0124180 NA NA
slope 100 15% median 1.478369 -0.0216305 0.0017411 0.0405354 0.0021110 0.958 236.4540
slope 100 25% mean 1.361437 -0.1385630 0.0843487 0.0814700 0.0258371 NA NA
slope 100 25% median 1.465852 -0.0341483 0.0017507 0.0393759 0.0027166 0.934 204.8030
slope 100 30% mean 1.334550 -0.1654503 0.0909816 0.0923695 0.0359059 NA NA
slope 100 30% median 1.461733 -0.0382674 0.0018632 0.0404905 0.0031039 0.952 197.5445
slope 100 35% mean 1.300104 -0.1998962 0.0972778 0.0982342 0.0496085 NA NA
slope 100 35% median 1.454774 -0.0452260 0.0020055 0.0472141 0.0042746 0.952 190.7675
slope 200 5% mean 1.474663 -0.0253372 0.0340815 0.0332233 0.0017458 NA NA
slope 200 5% median 1.492133 -0.0078667 0.0012957 0.0248597 0.0006799 0.936 859.3760
slope 200 15% mean 1.416877 -0.0831228 0.0487414 0.0494450 0.0093542 NA NA
slope 200 15% median 1.481261 -0.0187388 0.0012505 0.0265751 0.0010574 0.944 495.9510
slope 200 25% mean 1.350711 -0.1492894 0.0597823 0.0584591 0.0257048 NA NA
slope 200 25% median 1.465516 -0.0344843 0.0013707 0.0288774 0.0020231 0.948 448.1365
slope 200 30% mean 1.325862 -0.1741375 0.0648763 0.0652698 0.0345840 NA NA
slope 200 30% median 1.459753 -0.0402467 0.0014153 0.0310223 0.0025822 0.956 435.6665
slope 200 35% mean 1.292389 -0.2076110 0.0690254 0.0646342 0.0472799 NA NA
slope 200 35% median 1.453820 -0.0461801 0.0015517 0.0318738 0.0031485 0.940 422.6440
slope 500 5% mean 1.470633 -0.0293667 0.0218083 0.0224334 0.0013657 NA NA
slope 500 5% median 1.491536 -0.0084642 0.0007424 0.0168251 0.0003547 0.958 3476.5510
slope 500 15% mean 1.411522 -0.0884785 0.0310678 0.0292611 0.0086847 NA NA
slope 500 15% median 1.480251 -0.0197488 0.0008612 0.0171379 0.0006837 0.948 1780.6615
slope 500 25% mean 1.349998 -0.1500019 0.0381823 0.0362199 0.0238125 NA NA
slope 500 25% median 1.465547 -0.0344532 0.0008592 0.0183760 0.0015247 0.940 1579.8490
slope 500 30% mean 1.322336 -0.1776643 0.0411991 0.0374535 0.0329674 NA NA
slope 500 30% median 1.460763 -0.0392367 0.0009291 0.0180247 0.0018644 0.940 1458.9195
slope 500 35% mean 1.286727 -0.2132731 0.0438484 0.0426368 0.0473033 NA NA
slope 500 35% median 1.453199 -0.0468006 0.0012008 0.0201065 0.0025946 0.948 1255.9590

Outlier, cov = 0.067, var(\(\epsilon\)) = 0.1

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
slope 100 5% mean 1.483454 -0.0165462 0.0468822 0.0489128 0.0026662 NA NA
slope 100 5% median 1.491421 -0.0085794 0.0017686 0.0351125 0.0013065 0.932 345.3660
slope 100 15% mean 1.419524 -0.0804764 0.0676283 0.0675537 0.0110400 NA NA
slope 100 15% median 1.474854 -0.0251459 0.0018385 0.0357607 0.0019111 0.966 228.0140
slope 100 25% mean 1.354941 -0.1450591 0.0840503 0.0819671 0.0277607 NA NA
slope 100 25% median 1.456502 -0.0434980 0.0018430 0.0446848 0.0038888 0.936 205.7540
slope 100 30% mean 1.325966 -0.1740341 0.0907950 0.0894569 0.0382904 NA NA
slope 100 30% median 1.451841 -0.0481592 0.0019181 0.0439755 0.0042532 0.938 201.2110
slope 100 35% mean 1.293776 -0.2062244 0.0977403 0.0926103 0.0511052 NA NA
slope 100 35% median 1.437904 -0.0620963 0.0022276 0.0475767 0.0061195 0.936 195.5100
slope 200 5% mean 1.472540 -0.0274598 0.0342571 0.0349921 0.0019785 NA NA
slope 200 5% median 1.488907 -0.0110930 0.0013300 0.0244489 0.0007208 0.946 836.3670
slope 200 15% mean 1.413500 -0.0865001 0.0490764 0.0495152 0.0099340 NA NA
slope 200 15% median 1.474829 -0.0251706 0.0013818 0.0269846 0.0013617 0.944 517.7555
slope 200 25% mean 1.353233 -0.1467667 0.0600890 0.0596651 0.0251004 NA NA
slope 200 25% median 1.459500 -0.0405002 0.0014037 0.0293817 0.0025036 0.934 473.8070
slope 200 30% mean 1.323027 -0.1769732 0.0649095 0.0660241 0.0356787 NA NA
slope 200 30% median 1.451212 -0.0487880 0.0013994 0.0314493 0.0033693 0.954 455.5420
slope 200 35% mean 1.291398 -0.2086016 0.0692706 0.0665835 0.0479480 NA NA
slope 200 35% median 1.443599 -0.0564013 0.0016255 0.0318670 0.0041966 0.968 445.4060
slope 500 5% mean 1.470616 -0.0293845 0.0217777 0.0213198 0.0013180 NA NA
slope 500 5% median 1.490828 -0.0091720 0.0007734 0.0157721 0.0003329 0.934 3411.2470
slope 500 15% mean 1.409391 -0.0906085 0.0311942 0.0303853 0.0091332 NA NA
slope 500 15% median 1.475450 -0.0245500 0.0009215 0.0163644 0.0008705 0.950 1820.8840
slope 500 25% mean 1.354599 -0.1454013 0.0381092 0.0358881 0.0224295 NA NA
slope 500 25% median 1.461115 -0.0388849 0.0009687 0.0176386 0.0018232 0.920 1746.0300
slope 500 30% mean 1.320052 -0.1799484 0.0413288 0.0392125 0.0339190 NA NA
slope 500 30% median 1.451444 -0.0485562 0.0010045 0.0180355 0.0026830 0.946 1636.6380
slope 500 35% mean 1.295126 -0.2048741 0.0440231 0.0403197 0.0435991 NA NA
slope 500 35% median 1.443186 -0.0568136 0.0011801 0.0189082 0.0035853 0.944 1453.2535

Outlier, cov = -0.067, var(\(\epsilon\)) = 0.5

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
slope 100 5% mean 1.479908 -0.0200923 0.0514664 0.0534032 0.0032556 NA NA
slope 100 5% median 1.496068 -0.0039325 0.0013601 0.0423464 0.0018087 0.950 505.4830
slope 100 15% mean 1.420669 -0.0793310 0.0712785 0.0681165 0.0109333 NA NA
slope 100 15% median 1.485858 -0.0141415 0.0015176 0.0437073 0.0021103 0.942 369.5320
slope 100 25% mean 1.352749 -0.1472511 0.0871723 0.0886939 0.0295495 NA NA
slope 100 25% median 1.474073 -0.0259269 0.0017533 0.0488429 0.0030578 0.952 335.1160
slope 100 30% mean 1.325764 -0.1742356 0.0929288 0.0924653 0.0389079 NA NA
slope 100 30% median 1.474615 -0.0253853 0.0015827 0.0527279 0.0034246 0.964 316.8960
slope 100 35% mean 1.300332 -0.1996680 0.0993828 0.1031847 0.0505144 NA NA
slope 100 35% median 1.472871 -0.0271288 0.0016667 0.0552640 0.0037901 0.958 309.0940
slope 200 5% mean 1.473105 -0.0268951 0.0374406 0.0377712 0.0021500 NA NA
slope 200 5% median 1.494383 -0.0056167 0.0009473 0.0294833 0.0009008 0.940 1467.5975
slope 200 15% mean 1.412962 -0.0870377 0.0513844 0.0490732 0.0099837 NA NA
slope 200 15% median 1.485648 -0.0143518 0.0010760 0.0303118 0.0011248 0.936 840.9160
slope 200 25% mean 1.356060 -0.1439399 0.0616428 0.0587107 0.0241656 NA NA
slope 200 25% median 1.479534 -0.0204656 0.0010761 0.0343909 0.0016016 0.964 768.4440
slope 200 30% mean 1.330328 -0.1696719 0.0665524 0.0640232 0.0328875 NA NA
slope 200 30% median 1.477484 -0.0225156 0.0012696 0.0352405 0.0017488 0.966 746.7420
slope 200 35% mean 1.300878 -0.1991224 0.0706125 0.0662337 0.0440366 NA NA
slope 200 35% median 1.476066 -0.0239341 0.0014016 0.0368930 0.0019339 0.928 711.6945
slope 500 5% mean 1.471243 -0.0287566 0.0237002 0.0225235 0.0013343 NA NA
slope 500 5% median 1.493993 -0.0060068 0.0006763 0.0182029 0.0003674 0.932 5902.0095
slope 500 15% mean 1.411747 -0.0882533 0.0325242 0.0310670 0.0087538 NA NA
slope 500 15% median 1.485549 -0.0144509 0.0006971 0.0196431 0.0005947 0.964 3203.0805
slope 500 25% mean 1.350472 -0.1495285 0.0392981 0.0376851 0.0237790 NA NA
slope 500 25% median 1.477172 -0.0228276 0.0008145 0.0211913 0.0009702 0.964 2432.8335
slope 500 30% mean 1.319419 -0.1805806 0.0423718 0.0418267 0.0343588 NA NA
slope 500 30% median 1.473086 -0.0269143 0.0008972 0.0226438 0.0012371 0.958 2271.0920
slope 500 35% mean 1.294909 -0.2050906 0.0448929 0.0427932 0.0438934 NA NA
slope 500 35% median 1.471844 -0.0281558 0.0009559 0.0234880 0.0013444 0.944 2210.1800

Outlier, cov = 0, var(\(\epsilon\)) = 0.5

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
slope 100 5% mean 1.476080 -0.0239196 0.0525696 0.0508861 0.0031615 NA NA
slope 100 5% median 1.493469 -0.0065309 0.0017267 0.0382931 0.0015090 0.948 348.6320
slope 100 15% mean 1.418955 -0.0810453 0.0717529 0.0743744 0.0120999 NA NA
slope 100 15% median 1.482112 -0.0178883 0.0016987 0.0477747 0.0026024 0.936 285.9655
slope 100 25% mean 1.359102 -0.1408976 0.0858539 0.0836746 0.0268536 NA NA
slope 100 25% median 1.468040 -0.0319596 0.0017607 0.0493012 0.0034520 0.964 266.2750
slope 100 30% mean 1.329007 -0.1709932 0.0931655 0.0922328 0.0377455 NA NA
slope 100 30% median 1.465998 -0.0340022 0.0017430 0.0533643 0.0040039 0.950 257.9550
slope 100 35% mean 1.298149 -0.2018510 0.0995256 0.0997009 0.0506841 NA NA
slope 100 35% median 1.458312 -0.0416884 0.0019967 0.0563602 0.0049144 0.938 248.8920
slope 200 5% mean 1.477000 -0.0229999 0.0369336 0.0369424 0.0018937 NA NA
slope 200 5% median 1.494735 -0.0052648 0.0011944 0.0297289 0.0009115 0.974 1039.2110
slope 200 15% mean 1.416068 -0.0839321 0.0511095 0.0503918 0.0095839 NA NA
slope 200 15% median 1.481521 -0.0184788 0.0013145 0.0326449 0.0014072 0.942 658.6040
slope 200 25% mean 1.353770 -0.1462301 0.0615565 0.0586348 0.0248213 NA NA
slope 200 25% median 1.467348 -0.0326519 0.0012983 0.0332106 0.0021691 0.936 613.2175
slope 200 30% mean 1.320141 -0.1798594 0.0663544 0.0644061 0.0364975 NA NA
slope 200 30% median 1.460906 -0.0390942 0.0014995 0.0362589 0.0028431 0.946 598.1870
slope 200 35% mean 1.293616 -0.2063841 0.0705153 0.0690598 0.0473636 NA NA
slope 200 35% median 1.457459 -0.0425412 0.0015445 0.0382176 0.0032703 0.952 584.9115
slope 500 5% mean 1.469658 -0.0303418 0.0238049 0.0243307 0.0015126 NA NA
slope 500 5% median 1.492533 -0.0074673 0.0007831 0.0197895 0.0004474 0.952 3934.7845
slope 500 15% mean 1.410915 -0.0890853 0.0326509 0.0314286 0.0089239 NA NA
slope 500 15% median 1.479832 -0.0201677 0.0007934 0.0196488 0.0007928 0.942 2577.6870
slope 500 25% mean 1.354275 -0.1457252 0.0393415 0.0403194 0.0228615 NA NA
slope 500 25% median 1.468829 -0.0311711 0.0010023 0.0217215 0.0014435 0.948 1978.7400
slope 500 30% mean 1.322801 -0.1771994 0.0422847 0.0386746 0.0328953 NA NA
slope 500 30% median 1.463570 -0.0364300 0.0010550 0.0220106 0.0018116 0.950 1883.4300
slope 500 35% mean 1.291167 -0.2088329 0.0450787 0.0423951 0.0454085 NA NA
slope 500 35% median 1.456762 -0.0432381 0.0011179 0.0226971 0.0023847 0.946 1817.4420

Outlier, cov = 0.067, var(\(\epsilon\)) = 0.5

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
slope 100 5% mean 1.475669 -0.0243306 0.0525398 0.0502956 0.0031216 NA NA
slope 100 5% median 1.492390 -0.0076097 0.0017515 0.0381672 0.0015146 0.932 343.5305
slope 100 15% mean 1.418470 -0.0815305 0.0717686 0.0739294 0.0121128 NA NA
slope 100 15% median 1.476509 -0.0234912 0.0016804 0.0481991 0.0028750 0.944 292.0865
slope 100 25% mean 1.358981 -0.1410193 0.0859387 0.0839772 0.0269386 NA NA
slope 100 25% median 1.458718 -0.0412818 0.0018158 0.0513178 0.0043377 0.934 275.0310
slope 100 30% mean 1.328029 -0.1719711 0.0932662 0.0918731 0.0380147 NA NA
slope 100 30% median 1.456287 -0.0437129 0.0020471 0.0559003 0.0050357 0.946 268.0690
slope 100 35% mean 1.298011 -0.2019886 0.0996440 0.0996272 0.0507250 NA NA
slope 100 35% median 1.445448 -0.0545515 0.0019426 0.0578463 0.0063221 0.948 262.7285
slope 200 5% mean 1.476615 -0.0233853 0.0369311 0.0369150 0.0019096 NA NA
slope 200 5% median 1.493522 -0.0064780 0.0012099 0.0293685 0.0009045 0.940 989.9405
slope 200 15% mean 1.416200 -0.0838003 0.0511443 0.0504501 0.0095677 NA NA
slope 200 15% median 1.477387 -0.0226129 0.0014353 0.0329285 0.0015956 0.944 673.4870
slope 200 25% mean 1.353847 -0.1461526 0.0615996 0.0591168 0.0248554 NA NA
slope 200 25% median 1.460248 -0.0397524 0.0012855 0.0340747 0.0027413 0.930 634.3320
slope 200 30% mean 1.319873 -0.1801274 0.0663992 0.0645724 0.0366155 NA NA
slope 200 30% median 1.451698 -0.0483025 0.0017172 0.0369845 0.0037010 0.930 613.7190
slope 200 35% mean 1.293310 -0.2066903 0.0705607 0.0691853 0.0475075 NA NA
slope 200 35% median 1.446211 -0.0537893 0.0015665 0.0393108 0.0044386 0.922 596.9970
slope 500 5% mean 1.469506 -0.0304942 0.0238083 0.0242285 0.0015169 NA NA
slope 500 5% median 1.491156 -0.0088435 0.0007937 0.0193269 0.0004517 0.948 3246.9110
slope 500 15% mean 1.411035 -0.0889650 0.0326789 0.0313785 0.0088994 NA NA
slope 500 15% median 1.476573 -0.0234275 0.0008713 0.0199360 0.0009463 0.946 2535.5240
slope 500 25% mean 1.354231 -0.1457692 0.0393719 0.0401981 0.0228645 NA NA
slope 500 25% median 1.461600 -0.0384002 0.0009976 0.0218592 0.0019524 0.952 2205.3055
slope 500 30% mean 1.322752 -0.1772479 0.0423312 0.0386440 0.0329102 NA NA
slope 500 30% median 1.454033 -0.0459675 0.0011461 0.0224536 0.0026172 0.946 1999.3660
slope 500 35% mean 1.291132 -0.2088679 0.0451115 0.0424167 0.0454250 NA NA
slope 500 35% median 1.445469 -0.0545313 0.0012142 0.0236585 0.0035334 0.952 1935.8925

Leverage, cov = -0.067, var(\(\epsilon\)) = 0.1

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
slope 100 5% mean 1.4386110 -0.0613890 0.0488232 0.0461358 0.0058971 NA NA
slope 100 5% median 1.4839535 -0.0160465 0.0015796 0.0365773 0.0015954 0.938 537.2650
slope 100 15% mean 1.2590857 -0.2409143 0.0728594 0.0502228 0.0605620 NA NA
slope 100 15% median 1.4634588 -0.0365412 0.0013973 0.0362434 0.0026488 0.948 321.8355
slope 100 25% mean 1.0701018 -0.4298982 0.0874285 0.0507902 0.1873921 NA NA
slope 100 25% median 1.4349524 -0.0650476 0.0014596 0.0384920 0.0057128 0.946 279.2440
slope 100 30% mean 0.9870628 -0.5129372 0.0928182 0.0540588 0.2660269 NA NA
slope 100 30% median 1.4290825 -0.0709175 0.0016769 0.0384226 0.0065056 0.938 265.4830
slope 100 35% mean 0.8915329 -0.6084671 0.0967519 0.0529186 0.3730325 NA NA
slope 100 35% median 1.4117388 -0.0882612 0.0016915 0.0393121 0.0093355 0.944 256.7150
slope 200 5% mean 1.4248522 -0.0751478 0.0365680 0.0304182 0.0065725 NA NA
slope 200 5% median 1.4875773 -0.0124227 0.0011500 0.0244714 0.0007532 0.940 1347.4610
slope 200 15% mean 1.2420785 -0.2579215 0.0530500 0.0334443 0.0676420 NA NA
slope 200 15% median 1.4661147 -0.0338853 0.0011153 0.0265130 0.0018512 0.954 762.7390
slope 200 25% mean 1.0586005 -0.4413995 0.0630082 0.0355168 0.1960950 NA NA
slope 200 25% median 1.4416300 -0.0583700 0.0012139 0.0262291 0.0040950 0.944 624.5875
slope 200 30% mean 0.9702895 -0.5297105 0.0665573 0.0337735 0.2817339 NA NA
slope 200 30% median 1.4326639 -0.0673361 0.0011585 0.0262578 0.0052236 0.946 601.7040
slope 200 35% mean 0.8820994 -0.6179006 0.0691318 0.0367360 0.3831507 NA NA
slope 200 35% median 1.4230154 -0.0769846 0.0012824 0.0273138 0.0066727 0.946 595.2870
slope 500 5% mean 1.4146811 -0.0853189 0.0239919 0.0179488 0.0076015 NA NA
slope 500 5% median 1.4872358 -0.0127642 0.0007265 0.0163351 0.0004298 0.962 5483.0870
slope 500 15% mean 1.2343744 -0.2656256 0.0340258 0.0186921 0.0709063 NA NA
slope 500 15% median 1.4685204 -0.0314796 0.0006931 0.0147812 0.0012094 0.956 2798.6070
slope 500 25% mean 1.0548074 -0.4451926 0.0402240 0.0200758 0.1985995 NA NA
slope 500 25% median 1.4492637 -0.0507363 0.0007824 0.0164249 0.0028440 0.944 2262.7220
slope 500 30% mean 0.9642165 -0.5357835 0.0423835 0.0206412 0.2874900 NA NA
slope 500 30% median 1.4393079 -0.0606921 0.0008410 0.0174871 0.0039893 0.942 1843.9310
slope 500 35% mean 0.8722065 -0.6277935 0.0441348 0.0222178 0.3946183 NA NA
slope 500 35% median 1.4263787 -0.0736213 0.0009117 0.0168658 0.0057046 0.962 1709.2960

Leverage, cov = 0, var(\(\epsilon\)) = 0.1

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
slope 100 5% mean 1.4382753 -0.0617247 0.0488963 0.0451239 0.0058461 NA NA
slope 100 5% median 1.4832826 -0.0167174 0.0016147 0.0375985 0.0016931 0.950 500.4200
slope 100 15% mean 1.2589237 -0.2410763 0.0728488 0.0505809 0.0606762 NA NA
slope 100 15% median 1.4594503 -0.0405497 0.0016127 0.0371987 0.0030280 0.954 308.5220
slope 100 25% mean 1.0701400 -0.4298600 0.0874107 0.0510100 0.1873816 NA NA
slope 100 25% median 1.4269278 -0.0730722 0.0016028 0.0392160 0.0068774 0.950 282.1480
slope 100 30% mean 0.9862178 -0.5137822 0.0928119 0.0541987 0.2669097 NA NA
slope 100 30% median 1.4186261 -0.0813739 0.0016482 0.0396471 0.0081936 0.934 273.7840
slope 100 35% mean 0.8915307 -0.6084693 0.0968020 0.0525805 0.3729996 NA NA
slope 100 35% median 1.3988841 -0.1011159 0.0018546 0.0400816 0.0118310 0.958 263.3250
slope 200 5% mean 1.4246992 -0.0753008 0.0365877 0.0303309 0.0065902 NA NA
slope 200 5% median 1.4870202 -0.0129798 0.0011071 0.0246259 0.0007749 0.954 1284.3700
slope 200 15% mean 1.2424294 -0.2575706 0.0530581 0.0332321 0.0674470 NA NA
slope 200 15% median 1.4635310 -0.0364690 0.0011331 0.0268199 0.0020493 0.940 763.0595
slope 200 25% mean 1.0587230 -0.4412770 0.0630018 0.0353878 0.1959777 NA NA
slope 200 25% median 1.4343563 -0.0656437 0.0012727 0.0264352 0.0050079 0.960 648.6395
slope 200 30% mean 0.9700078 -0.5299922 0.0665406 0.0339242 0.2820426 NA NA
slope 200 30% median 1.4229281 -0.0770719 0.0013778 0.0268260 0.0066597 0.956 638.3405
slope 200 35% mean 0.8819194 -0.6180806 0.0691482 0.0372420 0.3834105 NA NA
slope 200 35% median 1.4103399 -0.0896601 0.0015636 0.0283731 0.0088440 0.948 615.7565
slope 500 5% mean 1.4145945 -0.0854055 0.0239928 0.0179916 0.0076178 NA NA
slope 500 5% median 1.4864006 -0.0135994 0.0006909 0.0162967 0.0004505 0.966 5154.0890
slope 500 15% mean 1.2346125 -0.2653875 0.0340193 0.0187052 0.0707804 NA NA
slope 500 15% median 1.4653141 -0.0346859 0.0007031 0.0147863 0.0014217 0.948 2640.3885
slope 500 25% mean 1.0547736 -0.4452264 0.0402254 0.0200042 0.1986267 NA NA
slope 500 25% median 1.4423995 -0.0576005 0.0008128 0.0168776 0.0036027 0.936 2372.0565
slope 500 30% mean 0.9641767 -0.5358233 0.0423809 0.0209885 0.2875472 NA NA
slope 500 30% median 1.4298641 -0.0701359 0.0008686 0.0178171 0.0052365 0.928 1924.2415
slope 500 35% mean 0.8722325 -0.6277675 0.0441445 0.0222021 0.3945850 NA NA
slope 500 35% median 1.4142789 -0.0857211 0.0009705 0.0174129 0.0076513 0.944 1750.8560

Leverage, cov = 0.067, var(\(\epsilon\)) = 0.1

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
slope 100 5% mean 1.4383231 -0.0616769 0.0488880 0.0444877 0.0057832 NA NA
slope 100 5% median 1.4840848 -0.0159152 0.0018767 0.0357950 0.0015346 0.950 482.3720
slope 100 15% mean 1.2588780 -0.2411220 0.0728155 0.0509812 0.0607389 NA NA
slope 100 15% median 1.4578572 -0.0421428 0.0017667 0.0378050 0.0032052 0.960 328.0890
slope 100 25% mean 1.0703990 -0.4296010 0.0873992 0.0511898 0.1871774 NA NA
slope 100 25% median 1.4213554 -0.0786446 0.0017861 0.0402837 0.0078078 0.958 294.4010
slope 100 30% mean 0.9854035 -0.5145965 0.0927894 0.0545624 0.2677866 NA NA
slope 100 30% median 1.4088593 -0.0911407 0.0020885 0.0419565 0.0100670 0.962 286.5290
slope 100 35% mean 0.8916749 -0.6083251 0.0968484 0.0522480 0.3727892 NA NA
slope 100 35% median 1.3895624 -0.1104376 0.0019277 0.0395939 0.0137641 0.962 277.1950
slope 200 5% mean 1.4246708 -0.0753292 0.0365821 0.0302907 0.0065920 NA NA
slope 200 5% median 1.4872689 -0.0127311 0.0012110 0.0244638 0.0007606 0.956 1193.2050
slope 200 15% mean 1.2428369 -0.2571631 0.0530606 0.0330587 0.0672257 NA NA
slope 200 15% median 1.4624267 -0.0375733 0.0012711 0.0269536 0.0021382 0.942 718.0990
slope 200 25% mean 1.0590115 -0.4409885 0.0629953 0.0352791 0.1957155 NA NA
slope 200 25% median 1.4296202 -0.0703798 0.0014846 0.0269211 0.0056781 0.964 639.7730
slope 200 30% mean 0.9697899 -0.5302101 0.0665215 0.0342006 0.2822924 NA NA
slope 200 30% median 1.4158593 -0.0841407 0.0014803 0.0277593 0.0078502 0.952 623.5650
slope 200 35% mean 0.8817999 -0.6182001 0.0691649 0.0377098 0.3835934 NA NA
slope 200 35% median 1.4014200 -0.0985800 0.0013782 0.0292419 0.0105731 0.944 609.4345
slope 500 5% mean 1.4145803 -0.0854197 0.0239853 0.0180074 0.0076208 NA NA
slope 500 5% median 1.4867035 -0.0132965 0.0006823 0.0162396 0.0004405 0.942 4697.5220
slope 500 15% mean 1.2348997 -0.2651003 0.0340148 0.0188158 0.0706322 NA NA
slope 500 15% median 1.4641057 -0.0358943 0.0008247 0.0152568 0.0015212 0.960 2544.3520
slope 500 25% mean 1.0547783 -0.4452217 0.0402249 0.0200323 0.1986237 NA NA
slope 500 25% median 1.4373343 -0.0626657 0.0008502 0.0165851 0.0042021 0.958 2355.3720
slope 500 30% mean 0.9641275 -0.5358725 0.0423778 0.0213498 0.2876151 NA NA
slope 500 30% median 1.4234098 -0.0765902 0.0008908 0.0179040 0.0061866 0.942 2186.5850
slope 500 35% mean 0.8722700 -0.6277300 0.0441591 0.0221524 0.3945357 NA NA
slope 500 35% median 1.4057130 -0.0942870 0.0010610 0.0175461 0.0091979 0.950 1857.8630

Leverage, cov = -0.067, var(\(\epsilon\)) = 0.5

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
slope 100 5% mean 1.4321072 -0.0678928 0.0571276 0.0512926 0.0072404 NA NA
slope 100 5% median 1.4849277 -0.0150723 0.0017020 0.0395939 0.0017949 0.962 385.8300
slope 100 15% mean 1.2575477 -0.2424523 0.0798349 0.0592836 0.0622977 NA NA
slope 100 15% median 1.4564574 -0.0435426 0.0015808 0.0443396 0.0038620 0.954 291.8050
slope 100 25% mean 1.0678134 -0.4321866 0.0936620 0.0607604 0.1904771 NA NA
slope 100 25% median 1.4216331 -0.0783669 0.0016871 0.0442660 0.0081008 0.952 263.0475
slope 100 30% mean 0.9868744 -0.5131256 0.0989169 0.0656218 0.2676041 NA NA
slope 100 30% median 1.4173914 -0.0826086 0.0019003 0.0472725 0.0090589 0.948 245.3205
slope 100 35% mean 0.8885979 -0.6114021 0.1029960 0.0623384 0.3776986 NA NA
slope 100 35% median 1.3967037 -0.1032963 0.0020413 0.0472743 0.0129050 0.956 236.0255
slope 200 5% mean 1.4231125 -0.0768875 0.0416619 0.0356314 0.0071813 NA NA
slope 200 5% median 1.4867040 -0.0132960 0.0011398 0.0288718 0.0010104 0.934 1127.4940
slope 200 15% mean 1.2406113 -0.2593887 0.0578218 0.0412725 0.0689859 NA NA
slope 200 15% median 1.4608000 -0.0392000 0.0011159 0.0319285 0.0025561 0.962 676.8290
slope 200 25% mean 1.0566211 -0.4433789 0.0674996 0.0443574 0.1985525 NA NA
slope 200 25% median 1.4312955 -0.0687045 0.0013906 0.0317859 0.0057306 0.932 611.7110
slope 200 30% mean 0.9692101 -0.5307899 0.0708271 0.0423670 0.2835329 NA NA
slope 200 30% median 1.4229830 -0.0770170 0.0012978 0.0328857 0.0070131 0.958 580.1800
slope 200 35% mean 0.8820050 -0.6179950 0.0734188 0.0442649 0.3838772 NA NA
slope 200 35% median 1.4114353 -0.0885647 0.0013901 0.0321862 0.0088797 0.922 566.1200
slope 500 5% mean 1.4139908 -0.0860092 0.0270305 0.0221433 0.0078879 NA NA
slope 500 5% median 1.4863399 -0.0136601 0.0006731 0.0190438 0.0005493 0.946 4570.4350
slope 500 15% mean 1.2343670 -0.2656330 0.0369589 0.0239277 0.0711334 NA NA
slope 500 15% median 1.4635333 -0.0364667 0.0007974 0.0178463 0.0016483 0.950 2453.5710
slope 500 25% mean 1.0549127 -0.4450873 0.0430011 0.0249926 0.1987273 NA NA
slope 500 25% median 1.4418249 -0.0581751 0.0009532 0.0197664 0.0037751 0.958 1856.5120
slope 500 30% mean 0.9638731 -0.5361269 0.0450899 0.0255843 0.2880866 NA NA
slope 500 30% median 1.4309544 -0.0690456 0.0009205 0.0210031 0.0052084 0.940 1733.5910
slope 500 35% mean 0.8725216 -0.6274784 0.0468021 0.0266371 0.3944387 NA NA
slope 500 35% median 1.4168013 -0.0831987 0.0009725 0.0202815 0.0073334 0.952 1703.1045

Leverage, cov = 0, var(\(\epsilon\)) = 0.5

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
slope 100 5% mean 1.4317986 -0.0682014 0.0572082 0.0504988 0.0072016 NA NA
slope 100 5% median 1.4834837 -0.0165163 0.0016204 0.0393545 0.0018216 0.946 327.5290
slope 100 15% mean 1.2572720 -0.2427280 0.0798233 0.0595802 0.0624667 NA NA
slope 100 15% median 1.4513299 -0.0486701 0.0015068 0.0448573 0.0043810 0.936 274.3555
slope 100 25% mean 1.0677770 -0.4322230 0.0936600 0.0608840 0.1905236 NA NA
slope 100 25% median 1.4132719 -0.0867281 0.0018625 0.0462119 0.0096573 0.966 256.0610
slope 100 30% mean 0.9859611 -0.5140389 0.0989010 0.0657706 0.2685618 NA NA
slope 100 30% median 1.4056121 -0.0943879 0.0019127 0.0479756 0.0112107 0.942 247.8000
slope 100 35% mean 0.8885220 -0.6114780 0.1030532 0.0618440 0.3777300 NA NA
slope 100 35% median 1.3827768 -0.1172232 0.0019404 0.0472508 0.0159739 0.964 240.7375
slope 200 5% mean 1.4228656 -0.0771344 0.0416928 0.0356349 0.0072196 NA NA
slope 200 5% median 1.4859279 -0.0140721 0.0011208 0.0283585 0.0010022 0.946 993.0810
slope 200 15% mean 1.2408986 -0.2591014 0.0578341 0.0410621 0.0688196 NA NA
slope 200 15% median 1.4563308 -0.0436692 0.0012842 0.0320875 0.0029366 0.954 625.8560
slope 200 25% mean 1.0567252 -0.4432748 0.0674931 0.0442222 0.1984481 NA NA
slope 200 25% median 1.4224451 -0.0775549 0.0014026 0.0321821 0.0070504 0.970 592.8000
slope 200 30% mean 0.9688880 -0.5311120 0.0708103 0.0423727 0.2838754 NA NA
slope 200 30% median 1.4109484 -0.0890516 0.0014226 0.0332015 0.0090325 0.938 585.1450
slope 200 35% mean 0.8817893 -0.6182107 0.0734556 0.0446613 0.3841791 NA NA
slope 200 35% median 1.3966545 -0.1033455 0.0013944 0.0339698 0.0118342 0.962 573.9720
slope 500 5% mean 1.4138753 -0.0861247 0.0270325 0.0221390 0.0079076 NA NA
slope 500 5% median 1.4860662 -0.0139338 0.0007612 0.0191209 0.0005598 0.934 3443.4580
slope 500 15% mean 1.2345813 -0.2654187 0.0369517 0.0239404 0.0710202 NA NA
slope 500 15% median 1.4596222 -0.0403778 0.0008541 0.0175265 0.0019375 0.936 2410.3545
slope 500 25% mean 1.0548616 -0.4451384 0.0430022 0.0249517 0.1987708 NA NA
slope 500 25% median 1.4331541 -0.0668459 0.0009541 0.0198460 0.0048622 0.964 1928.4855
slope 500 30% mean 0.9638177 -0.5361823 0.0450870 0.0259117 0.2881629 NA NA
slope 500 30% median 1.4194112 -0.0805888 0.0010248 0.0217983 0.0069697 0.964 1769.0275
slope 500 35% mean 0.8725191 -0.6274809 0.0468140 0.0266217 0.3944410 NA NA
slope 500 35% median 1.4030615 -0.0969385 0.0010496 0.0205170 0.0098180 0.948 1709.6020

Leverage, cov = -0.067, var(\(\epsilon\)) = 0.5

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
slope 100 5% mean 1.4316656 -0.0683344 0.0572445 0.0499645 0.0071660 NA NA
slope 100 5% median 1.4836225 -0.0163775 0.0018358 0.0379918 0.0017116 0.958 335.4500
slope 100 15% mean 1.2570570 -0.2429430 0.0797985 0.0598601 0.0626045 NA NA
slope 100 15% median 1.4473238 -0.0526762 0.0018055 0.0452564 0.0048229 0.950 294.9800
slope 100 25% mean 1.0679288 -0.4320712 0.0936665 0.0609884 0.1904051 NA NA
slope 100 25% median 1.4059418 -0.0940582 0.0018181 0.0461868 0.0109802 0.940 277.5330
slope 100 30% mean 0.9850475 -0.5149525 0.0988728 0.0660273 0.2695357 NA NA
slope 100 30% median 1.3947247 -0.1052753 0.0019550 0.0495646 0.0135395 0.942 273.0920
slope 100 35% mean 0.8885738 -0.6114262 0.1031080 0.0613449 0.3776052 NA NA
slope 100 35% median 1.3687337 -0.1312663 0.0020980 0.0469835 0.0194383 0.936 272.0495
slope 200 5% mean 1.4226756 -0.0773244 0.0417131 0.0356193 0.0072478 NA NA
slope 200 5% median 1.4850302 -0.0149698 0.0012682 0.0286632 0.0010457 0.946 1026.6760
slope 200 15% mean 1.2412145 -0.2587855 0.0578438 0.0408481 0.0686385 NA NA
slope 200 15% median 1.4537233 -0.0462767 0.0013841 0.0321873 0.0031776 0.940 687.2230
slope 200 25% mean 1.0569412 -0.4430588 0.0674902 0.0441124 0.1982470 NA NA
slope 200 25% median 1.4157091 -0.0842909 0.0014739 0.0324485 0.0081579 0.946 633.9470
slope 200 30% mean 0.9686157 -0.5313843 0.0707929 0.0424728 0.2841733 NA NA
slope 200 30% median 1.4005415 -0.0994585 0.0015511 0.0333503 0.0110042 0.952 620.4950
slope 200 35% mean 0.8816254 -0.6183746 0.0734538 0.0450269 0.3844146 NA NA
slope 200 35% median 1.3857200 -0.1142800 0.0014610 0.0353805 0.0143117 0.954 611.1760
slope 500 5% mean 1.4138016 -0.0861984 0.0270307 0.0221168 0.0079193 NA NA
slope 500 5% median 1.4847702 -0.0152298 0.0007291 0.0192006 0.0006006 0.966 3220.2450
slope 500 15% mean 1.2348366 -0.2651634 0.0369470 0.0240160 0.0708884 NA NA
slope 500 15% median 1.4569692 -0.0430308 0.0009347 0.0183411 0.0021880 0.952 2558.6240
slope 500 25% mean 1.0548430 -0.4451570 0.0430020 0.0249964 0.1987896 NA NA
slope 500 25% median 1.4264201 -0.0735799 0.0010250 0.0200133 0.0058145 0.952 2042.7985
slope 500 30% mean 0.9637480 -0.5362520 0.0450838 0.0262440 0.2882550 NA NA
slope 500 30% median 1.4110726 -0.0889274 0.0011122 0.0217857 0.0083827 0.954 1991.4050
slope 500 35% mean 0.8725532 -0.6274468 0.0468258 0.0265966 0.3943968 NA NA
slope 500 35% median 1.3922159 -0.1077841 0.0012198 0.0216235 0.0120850 0.948 1830.3635

\(var_{slope}\)

Outlier, cov = -0.067, var(\(\epsilon\)) = 0.1

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
var slope 100 5% mean 0.1376310 0.0376310 0.0387920 0.1367575 0.0201187 NA NA
var slope 100 5% median 0.1001892 0.0001892 0.0130549 0.0725201 0.0052592 0.918 387.4800
var slope 100 15% mean 0.1112263 0.0112263 0.0823380 0.2037112 0.0416243 NA NA
var slope 100 15% median 0.1115463 0.0115463 0.0217015 0.1140009 0.0131295 0.944 238.5025
var slope 100 25% mean 0.1171566 0.0171566 0.1273190 0.2312686 0.0537795 NA NA
var slope 100 25% median 0.1140797 0.0140797 0.0155733 0.0335869 0.0013263 0.940 206.4340
var slope 100 30% mean 0.1341909 0.0341909 0.1505035 0.2518025 0.0645735 NA NA
var slope 100 30% median 0.1268806 0.0268806 0.0192937 0.0563387 0.0038966 0.948 198.5685
var slope 100 35% mean 0.1159108 0.0159108 0.1714400 0.2695536 0.0729123 NA NA
var slope 100 35% median 0.1333366 0.0333366 0.0174209 0.0373505 0.0025064 0.930 193.3690
var slope 200 5% mean 0.1226946 0.0226946 0.0273145 0.0882345 0.0083004 NA NA
var slope 200 5% median 0.0931576 -0.0068424 0.0115844 0.0237667 0.0006117 0.920 950.2055
var slope 200 15% mean 0.1194335 0.0194335 0.0592441 0.1296903 0.0171972 NA NA
var slope 200 15% median 0.1032970 0.0032970 0.0161123 0.0472276 0.0022413 0.946 543.7690
var slope 200 25% mean 0.1130901 0.0130901 0.0904345 0.1736303 0.0303188 NA NA
var slope 200 25% median 0.1120410 0.0120410 0.0160749 0.0409293 0.0018202 0.940 444.1405
var slope 200 30% mean 0.1033198 0.0033198 0.1058137 0.1719058 0.0295626 NA NA
var slope 200 30% median 0.1200680 0.0200680 0.0164911 0.0379928 0.0018462 0.952 431.0890
var slope 200 35% mean 0.1153137 0.0153137 0.1215829 0.1916018 0.0369458 NA NA
var slope 200 35% median 0.1303941 0.0303941 0.0192708 0.0707235 0.0059256 0.948 415.9980
var slope 500 5% mean 0.1106264 0.0106264 0.0171717 0.0494591 0.0025591 NA NA
var slope 500 5% median 0.0991286 -0.0008714 0.0153912 0.0811150 0.0065804 0.936 3582.6580
var slope 500 15% mean 0.1163380 0.0163380 0.0375457 0.0808375 0.0068016 NA NA
var slope 500 15% median 0.1057355 0.0057355 0.0180653 0.0772202 0.0059959 0.922 1905.7640
var slope 500 25% mean 0.1163866 0.0163866 0.0575386 0.1009090 0.0104511 NA NA
var slope 500 25% median 0.1136421 0.0136421 0.0181212 0.0487595 0.0025636 0.936 1578.8640
var slope 500 30% mean 0.1196203 0.0196203 0.0675281 0.1143838 0.0134686 NA NA
var slope 500 30% median 0.1152455 0.0152455 0.0148271 0.0271842 0.0009714 0.942 1324.9770
var slope 500 35% mean 0.1102401 0.0102401 0.0770339 0.1150588 0.0133434 NA NA
var slope 500 35% median 0.1303533 0.0303533 0.0208740 0.0828813 0.0077906 0.942 1258.3550

Outlier, cov = 0, var(\(\epsilon\)) = 0.1

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
var slope 100 5% mean 0.1371226 0.0371226 0.0385722 0.1293558 0.0181110 NA NA
var slope 100 5% median 0.0987974 -0.0012026 0.0151247 0.0360677 0.0013023 0.948 371.2360
var slope 100 15% mean 0.1294854 0.0294854 0.0840328 0.1913014 0.0374656 NA NA
var slope 100 15% median 0.1047193 0.0047193 0.0153312 0.0389641 0.0015405 0.942 236.6740
var slope 100 25% mean 0.1201279 0.0201279 0.1277076 0.2329641 0.0546774 NA NA
var slope 100 25% median 0.1128030 0.0128030 0.0159442 0.0520784 0.0028761 0.928 204.9625
var slope 100 30% mean 0.1150563 0.0150563 0.1498362 0.2720437 0.0742345 NA NA
var slope 100 30% median 0.1204800 0.0204800 0.0176065 0.0488250 0.0028033 0.932 197.5620
var slope 100 35% mean 0.1059205 0.0059205 0.1716115 0.2901021 0.0841943 NA NA
var slope 100 35% median 0.1277797 0.0277797 0.0172106 0.0414892 0.0024931 0.952 190.3175
var slope 200 5% mean 0.1124573 0.0124573 0.0269406 0.0867331 0.0076778 NA NA
var slope 200 5% median 0.0993371 -0.0006629 0.0160461 0.0789963 0.0062409 0.942 857.8970
var slope 200 15% mean 0.1100035 0.0100035 0.0588169 0.1367038 0.0187880 NA NA
var slope 200 15% median 0.1051753 0.0051753 0.0185532 0.0731612 0.0053793 0.930 497.0300
var slope 200 25% mean 0.1028809 0.0028809 0.0903301 0.1694281 0.0287142 NA NA
var slope 200 25% median 0.1095314 0.0095314 0.0139139 0.0321050 0.0011216 0.926 450.0460
var slope 200 30% mean 0.1156537 0.0156537 0.1064486 0.1908111 0.0366539 NA NA
var slope 200 30% median 0.1154659 0.0154659 0.0148916 0.0356556 0.0015105 0.916 436.4085
var slope 200 35% mean 0.0948903 -0.0051097 0.1214756 0.1985018 0.0394291 NA NA
var slope 200 35% median 0.1257138 0.0257138 0.0184707 0.0547464 0.0036584 0.956 423.1295
var slope 500 5% mean 0.1090257 0.0090257 0.0171554 0.0511659 0.0026994 NA NA
var slope 500 5% median 0.0936964 -0.0063036 0.0112626 0.0222868 0.0005364 0.966 3478.8250
var slope 500 15% mean 0.1073717 0.0073717 0.0374587 0.0817194 0.0067324 NA NA
var slope 500 15% median 0.1048019 0.0048019 0.0155892 0.0689908 0.0047828 0.938 1782.4520
var slope 500 25% mean 0.1157117 0.0157117 0.0576616 0.1039320 0.0110487 NA NA
var slope 500 25% median 0.1106249 0.0106249 0.0166222 0.0518682 0.0028032 0.940 1578.6935
var slope 500 30% mean 0.1138580 0.0138580 0.0675275 0.1104512 0.0123915 NA NA
var slope 500 30% median 0.1217726 0.0217726 0.0227400 0.0818421 0.0071722 0.950 1470.1950
var slope 500 35% mean 0.1023954 0.0023954 0.0770355 0.1233307 0.0152162 NA NA
var slope 500 35% median 0.1262036 0.0262036 0.0214576 0.0936255 0.0094524 0.934 1256.5730

Outlier, cov = 0.067, var(\(\epsilon\)) = 0.1

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
var slope 100 5% mean 0.1246409 0.0246409 0.0377030 0.1378369 0.0196062 NA NA
var slope 100 5% median 0.0970375 -0.0029625 0.0135178 0.0310885 0.0009753 0.944 344.8865
var slope 100 15% mean 0.0991646 -0.0008354 0.0822312 0.2071599 0.0429159 NA NA
var slope 100 15% median 0.1022491 0.0022491 0.0140490 0.0366490 0.0013482 0.938 228.6160
var slope 100 25% mean 0.1111305 0.0111305 0.1276201 0.2536652 0.0644699 NA NA
var slope 100 25% median 0.1198796 0.0198796 0.0228947 0.0990582 0.0102077 0.958 207.1540
var slope 100 30% mean 0.0941124 -0.0058876 0.1496683 0.2604107 0.0678484 NA NA
var slope 100 30% median 0.1228490 0.0228490 0.0202460 0.0745550 0.0060805 0.936 201.2080
var slope 100 35% mean 0.1200595 0.0200595 0.1723158 0.2711306 0.0739142 NA NA
var slope 100 35% median 0.1387443 0.0387443 0.0307234 0.2511535 0.0645792 0.952 195.6350
var slope 200 5% mean 0.1186290 0.0186290 0.0269897 0.0896128 0.0083775 NA NA
var slope 200 5% median 0.0951047 -0.0048953 0.0129395 0.0278323 0.0007986 0.938 836.3670
var slope 200 15% mean 0.1154791 0.0154791 0.0594047 0.1376352 0.0191831 NA NA
var slope 200 15% median 0.1006399 0.0006399 0.0147708 0.0366644 0.0013447 0.936 518.7975
var slope 200 25% mean 0.1111780 0.0111780 0.0909997 0.1696335 0.0289005 NA NA
var slope 200 25% median 0.1140468 0.0140468 0.0194095 0.0654385 0.0044795 0.944 472.7365
var slope 200 30% mean 0.1185155 0.0185155 0.1065973 0.1895010 0.0362534 NA NA
var slope 200 30% median 0.1145529 0.0145529 0.0156735 0.0327115 0.0012818 0.934 456.3510
var slope 200 35% mean 0.1149400 0.0149400 0.1219204 0.2003162 0.0403498 NA NA
var slope 200 35% median 0.1352465 0.0352465 0.0304167 0.3271111 0.1082440 0.926 444.6700
var slope 500 5% mean 0.1092382 0.0092382 0.0170779 0.0499621 0.0025816 NA NA
var slope 500 5% median 0.0949714 -0.0050286 0.0126691 0.0334973 0.0011474 0.956 3410.5175
var slope 500 15% mean 0.1150265 0.0150265 0.0376152 0.0803102 0.0066755 NA NA
var slope 500 15% median 0.1029508 0.0029508 0.0167480 0.0693704 0.0048210 0.922 1823.4110
var slope 500 25% mean 0.1095069 0.0095069 0.0576136 0.1012539 0.0103427 NA NA
var slope 500 25% median 0.1163287 0.0163287 0.0237806 0.1391757 0.0196365 0.936 1734.8915
var slope 500 30% mean 0.1212941 0.0212941 0.0678126 0.1100866 0.0125725 NA NA
var slope 500 30% median 0.1135603 0.0135603 0.0154061 0.0320214 0.0012093 0.942 1636.6380
var slope 500 35% mean 0.1129218 0.0129218 0.0774914 0.1194514 0.0144356 NA NA
var slope 500 35% median 0.1225424 0.0225424 0.0219901 0.1098186 0.0125683 0.918 1452.8880

Outlier, cov = -0.067, var(\(\epsilon\)) = 0.5

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
var slope 100 5% mean 0.1122016 0.0122016 0.0449037 0.1090560 0.0120421 NA NA
var slope 100 5% median 0.1001308 0.0001308 0.0138637 0.0348174 0.0012123 0.922 508.5080
var slope 100 15% mean 0.1090820 0.0090820 0.0907386 0.1976793 0.0391596 NA NA
var slope 100 15% median 0.1148515 0.0148515 0.0223411 0.2363241 0.0560696 0.950 370.3460
var slope 100 25% mean 0.1218766 0.0218766 0.1361740 0.2398178 0.0579912 NA NA
var slope 100 25% median 0.1155219 0.0155219 0.0118703 0.0258024 0.0009067 0.946 333.4090
var slope 100 30% mean 0.0959411 -0.0040589 0.1567945 0.2673750 0.0715059 NA NA
var slope 100 30% median 0.1770908 0.0770908 0.0641030 0.9997190 1.0053811 0.942 318.5680
var slope 100 35% mean 0.1071729 0.0071729 0.1787534 0.2812095 0.0791303 NA NA
var slope 100 35% median 0.1360838 0.0360838 0.0176969 0.0530503 0.0041164 0.954 307.9530
var slope 200 5% mean 0.1163536 0.0163536 0.0327334 0.0811950 0.0068601 NA NA
var slope 200 5% median 0.1020952 0.0020952 0.0159242 0.0853039 0.0072811 0.954 1465.6550
var slope 200 15% mean 0.1159003 0.0159003 0.0652557 0.1358595 0.0187106 NA NA
var slope 200 15% median 0.1034553 0.0034553 0.0125221 0.0386628 0.0015068 0.960 840.7335
var slope 200 25% mean 0.1058875 0.0058875 0.0960752 0.1680947 0.0282905 NA NA
var slope 200 25% median 0.1167992 0.0167992 0.0158923 0.0415221 0.0020063 0.938 769.1190
var slope 200 30% mean 0.1181919 0.0181919 0.1119636 0.1825528 0.0336565 NA NA
var slope 200 30% median 0.1241118 0.0241118 0.0165077 0.0517422 0.0032586 0.930 746.6440
var slope 200 35% mean 0.0987981 -0.0012019 0.1269617 0.1949478 0.0380061 NA NA
var slope 200 35% median 0.1310812 0.0310812 0.0157045 0.0357336 0.0022429 0.944 710.1665
var slope 500 5% mean 0.1090557 0.0090557 0.0206180 0.0510154 0.0026846 NA NA
var slope 500 5% median 0.0973468 -0.0026532 0.0135684 0.0436668 0.0019138 0.950 5907.5890
var slope 500 15% mean 0.1117376 0.0117376 0.0411264 0.0853333 0.0074195 NA NA
var slope 500 15% median 0.1145565 0.0145565 0.0239535 0.2128098 0.0454999 0.958 3204.3100
var slope 500 25% mean 0.1132518 0.0132518 0.0611734 0.1069311 0.0116099 NA NA
var slope 500 25% median 0.1170514 0.0170514 0.0181730 0.0721623 0.0054981 0.924 2448.3705
var slope 500 30% mean 0.1220325 0.0220325 0.0712922 0.1127717 0.0132029 NA NA
var slope 500 30% median 0.1200978 0.0200978 0.0142784 0.0323574 0.0014509 0.914 2278.9950
var slope 500 35% mean 0.1081371 0.0081371 0.0806451 0.1220391 0.0149598 NA NA
var slope 500 35% median 0.1306748 0.0306748 0.0193887 0.0553343 0.0040028 0.940 2210.2465

Outlier, cov = 0, var(\(\epsilon\)) = 0.5

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
var slope 100 5% mean 0.1267149 0.0267149 0.0466039 0.1233781 0.0159358 NA NA
var slope 100 5% median 0.1007714 0.0007714 0.0154214 0.0693595 0.0048113 0.910 348.5660
var slope 100 15% mean 0.1157351 0.0157351 0.0914946 0.2014230 0.0408188 NA NA
var slope 100 15% median 0.1096919 0.0096919 0.0185837 0.0924272 0.0086367 0.932 286.2920
var slope 100 25% mean 0.0840506 -0.0159494 0.1344963 0.2568809 0.0662422 NA NA
var slope 100 25% median 0.1128545 0.0128545 0.0127588 0.0257710 0.0008294 0.932 266.2750
var slope 100 30% mean 0.1036677 0.0036677 0.1570771 0.2575952 0.0663687 NA NA
var slope 100 30% median 0.1278010 0.0278010 0.0204378 0.0925986 0.0093474 0.914 258.0500
var slope 100 35% mean 0.1039049 0.0039049 0.1796589 0.2862570 0.0819583 NA NA
var slope 100 35% median 0.1312979 0.0312979 0.0182516 0.0642756 0.0051109 0.938 249.1440
var slope 200 5% mean 0.1057108 0.0057108 0.0321629 0.0805203 0.0065161 NA NA
var slope 200 5% median 0.1022613 0.0022613 0.0175990 0.0511182 0.0026182 0.930 1038.1680
var slope 200 15% mean 0.1088445 0.0088445 0.0647967 0.1358241 0.0185264 NA NA
var slope 200 15% median 0.1017729 0.0017729 0.0129597 0.0269370 0.0007287 0.938 654.4240
var slope 200 25% mean 0.0963023 -0.0036977 0.0961434 0.1695118 0.0287479 NA NA
var slope 200 25% median 0.1105353 0.0105353 0.0138166 0.0331976 0.0012131 0.930 612.7740
var slope 200 30% mean 0.1033118 0.0033118 0.1118885 0.2003033 0.0401324 NA NA
var slope 200 30% median 0.1204433 0.0204433 0.0160732 0.0428769 0.0022564 0.940 597.4665
var slope 200 35% mean 0.0963309 -0.0036691 0.1268731 0.1939239 0.0376199 NA NA
var slope 200 35% median 0.1282140 0.0282140 0.0182570 0.0666887 0.0052434 0.942 586.8490
var slope 500 5% mean 0.1115640 0.0115640 0.0207648 0.0492220 0.0025565 NA NA
var slope 500 5% median 0.0986768 -0.0013232 0.0158389 0.0847739 0.0071884 0.918 3916.0580
var slope 500 15% mean 0.1170289 0.0170289 0.0413487 0.0876473 0.0079720 NA NA
var slope 500 15% median 0.1013746 0.0013746 0.0136512 0.0344464 0.0011884 0.940 2574.3105
var slope 500 25% mean 0.1175661 0.0175661 0.0612782 0.1057898 0.0115001 NA NA
var slope 500 25% median 0.1117804 0.0117804 0.0171758 0.0899354 0.0082272 0.936 1976.9825
var slope 500 30% mean 0.1136981 0.0136981 0.0711690 0.1080084 0.0118535 NA NA
var slope 500 30% median 0.1160634 0.0160634 0.0150887 0.0336322 0.0013892 0.944 1884.5035
var slope 500 35% mean 0.1186939 0.0186939 0.0810837 0.1227329 0.0154128 NA NA
var slope 500 35% median 0.1253933 0.0253933 0.0184123 0.0635592 0.0046846 0.926 1818.9650

Outlier, cov = 0.067, var(\(\epsilon\)) = 0.5

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
var slope 100 5% mean 0.1248388 0.0248388 0.0465788 0.1256570 0.0164066 NA NA
var slope 100 5% median 0.1018314 0.0018314 0.0146669 0.0795510 0.0063317 0.934 341.2630
var slope 100 15% mean 0.1143254 0.0143254 0.0915872 0.2037606 0.0417236 NA NA
var slope 100 15% median 0.1141034 0.0141034 0.0215406 0.1307960 0.0173065 0.938 292.1080
var slope 100 25% mean 0.0838360 -0.0161640 0.1348270 0.2593744 0.0675364 NA NA
var slope 100 25% median 0.1144393 0.0144393 0.0159918 0.0497865 0.0026872 0.956 275.0790
var slope 100 30% mean 0.1038089 0.0038089 0.1574897 0.2598529 0.0675380 NA NA
var slope 100 30% median 0.1182856 0.0182856 0.0151401 0.0372161 0.0017194 0.942 268.2980
var slope 100 35% mean 0.1039545 0.0039545 0.1801941 0.2886740 0.0833483 NA NA
var slope 100 35% median 0.1251167 0.0251167 0.0158891 0.0463449 0.0027787 0.954 263.1280
var slope 200 5% mean 0.1045764 0.0045764 0.0321589 0.0823078 0.0067955 NA NA
var slope 200 5% median 0.1005610 0.0005610 0.0153560 0.0680836 0.0046357 0.948 993.3295
var slope 200 15% mean 0.1083181 0.0083181 0.0649043 0.1372771 0.0189142 NA NA
var slope 200 15% median 0.1008336 0.0008336 0.0125802 0.0289196 0.0008370 0.950 674.0200
var slope 200 25% mean 0.0954981 -0.0045019 0.0963433 0.1715037 0.0294338 NA NA
var slope 200 25% median 0.1098982 0.0098982 0.0141170 0.0390506 0.0016229 0.944 633.6970
var slope 200 30% mean 0.1025741 0.0025741 0.1121256 0.2018973 0.0407691 NA NA
var slope 200 30% median 0.1217362 0.0217362 0.0192427 0.0795693 0.0068037 0.938 613.3530
var slope 200 35% mean 0.0952626 -0.0047374 0.1271588 0.1955586 0.0382656 NA NA
var slope 200 35% median 0.1227053 0.0227053 0.0162697 0.0502590 0.0030415 0.960 596.7935
var slope 500 5% mean 0.1110716 0.0110716 0.0207606 0.0495601 0.0025788 NA NA
var slope 500 5% median 0.0954986 -0.0045014 0.0123607 0.0347585 0.0012284 0.916 3233.4505
var slope 500 15% mean 0.1169689 0.0169689 0.0414241 0.0883506 0.0080938 NA NA
var slope 500 15% median 0.1026860 0.0026860 0.0150094 0.0390652 0.0015333 0.938 2533.5180
var slope 500 25% mean 0.1174704 0.0174704 0.0614027 0.1068492 0.0117220 NA NA
var slope 500 25% median 0.1094199 0.0094199 0.0146012 0.0375650 0.0014999 0.926 2240.4570
var slope 500 30% mean 0.1141474 0.0141474 0.0713525 0.1087436 0.0120253 NA NA
var slope 500 30% median 0.1135361 0.0135361 0.0146230 0.0352154 0.0014234 0.938 2001.1430
var slope 500 35% mean 0.1182009 0.0182009 0.0812672 0.1235975 0.0156076 NA NA
var slope 500 35% median 0.1233674 0.0233674 0.0189347 0.0525278 0.0033052 0.930 1939.9730

Leverage, cov = -0.067, var(\(\epsilon\)) = 0.1

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
var slope 100 5% mean 0.1663934 0.0663934 0.0393177 0.0808548 0.0109456 NA NA
var slope 100 5% median 0.1071129 0.0071129 0.0175176 0.0712422 0.0051260 0.924 536.6230
var slope 100 15% mean 0.2940384 0.1940384 0.0839626 0.0871981 0.0452544 NA NA
var slope 100 15% median 0.1503944 0.0503944 0.0206854 0.0729945 0.0078678 0.924 322.3360
var slope 100 25% mean 0.3680267 0.2680267 0.1200490 0.0942454 0.0807205 NA NA
var slope 100 25% median 0.2594465 0.1594465 0.0441232 0.1399439 0.0450075 0.950 279.6420
var slope 100 30% mean 0.3900891 0.2900891 0.1355348 0.1032811 0.0948187 NA NA
var slope 100 30% median 0.3123133 0.2123133 0.0419587 0.1687583 0.0735563 0.920 265.8985
var slope 100 35% mean 0.3865269 0.2865269 0.1479369 0.1085657 0.0938842 NA NA
var slope 100 35% median 0.4168843 0.3168843 0.0777681 0.5714207 0.4269373 0.948 256.4565
var slope 200 5% mean 0.1753446 0.0753446 0.0297889 0.0484305 0.0080223 NA NA
var slope 200 5% median 0.1229727 0.0229727 0.0337409 0.4130413 0.1711308 0.952 1350.7370
var slope 200 15% mean 0.3133545 0.2133545 0.0620286 0.0619999 0.0493641 NA NA
var slope 200 15% median 0.1569668 0.0569668 0.0240635 0.0856534 0.0105817 0.922 762.7390
var slope 200 25% mean 0.3882645 0.2882645 0.0875012 0.0721055 0.0882956 NA NA
var slope 200 25% median 0.2582242 0.1582242 0.0374757 0.1208354 0.0396361 0.938 622.9270
var slope 200 30% mean 0.4046828 0.3046828 0.0978657 0.0741393 0.0983283 NA NA
var slope 200 30% median 0.3281452 0.2281452 0.0513595 0.2035500 0.0934829 0.942 602.8000
var slope 200 35% mean 0.3975372 0.2975372 0.1062149 0.0773290 0.0945081 NA NA
var slope 200 35% median 0.3994817 0.2994817 0.0565536 0.1520161 0.1127982 0.938 595.5510
var slope 500 5% mean 0.1860180 0.0860180 0.0199053 0.0286581 0.0082204 NA NA
var slope 500 5% median 0.1016253 0.0016253 0.0124666 0.0371441 0.0013823 0.934 5469.8710
var slope 500 15% mean 0.3208496 0.2208496 0.0400713 0.0371414 0.0501540 NA NA
var slope 500 15% median 0.1474591 0.0474591 0.0165757 0.0348691 0.0034682 0.950 2795.5340
var slope 500 25% mean 0.3984594 0.2984594 0.0560930 0.0420661 0.0908475 NA NA
var slope 500 25% median 0.2563836 0.1563836 0.0392002 0.1663364 0.0521236 0.946 2243.3070
var slope 500 30% mean 0.4103347 0.3103347 0.0625383 0.0436708 0.0982148 NA NA
var slope 500 30% median 0.3183189 0.2183189 0.0464972 0.1448507 0.0686449 0.942 1845.3670
var slope 500 35% mean 0.4097639 0.3097639 0.0682011 0.0447162 0.0979532 NA NA
var slope 500 35% median 0.3997071 0.2997071 0.0540293 0.2009952 0.1302234 0.932 1706.2650

Leverage, cov = 0, var(\(\epsilon\)) = 0.1

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
var slope 100 5% mean 0.1661872 0.0661872 0.0392126 0.0829213 0.0112567 NA NA
var slope 100 5% median 0.1004721 0.0004721 0.0118710 0.0237130 0.0005625 0.936 499.4365
var slope 100 15% mean 0.2928858 0.1928858 0.0838009 0.0881188 0.0449698 NA NA
var slope 100 15% median 0.1514297 0.0514297 0.0228253 0.0925338 0.0112075 0.950 308.8670
var slope 100 25% mean 0.3673043 0.2673043 0.1198723 0.0941718 0.0803199 NA NA
var slope 100 25% median 0.2443808 0.1443808 0.0355913 0.1310658 0.0380241 0.958 281.7190
var slope 100 30% mean 0.3894222 0.2894222 0.1354143 0.1035113 0.0944798 NA NA
var slope 100 30% median 0.3116296 0.2116296 0.0463981 0.1950547 0.0828334 0.932 273.4710
var slope 100 35% mean 0.3870437 0.2870437 0.1479392 0.1082546 0.0941132 NA NA
var slope 100 35% median 0.3657814 0.2657814 0.0454147 0.1612328 0.0966358 0.940 262.7530
var slope 200 5% mean 0.1753183 0.0753183 0.0296868 0.0503278 0.0082057 NA NA
var slope 200 5% median 0.1038242 0.0038242 0.0164011 0.0579058 0.0033677 0.940 1280.2460
var slope 200 15% mean 0.3133501 0.2133501 0.0619269 0.0624158 0.0494140 NA NA
var slope 200 15% median 0.1544274 0.0544274 0.0239782 0.1648498 0.0301378 0.942 760.8210
var slope 200 25% mean 0.3880183 0.2880183 0.0873829 0.0717129 0.0880973 NA NA
var slope 200 25% median 0.2537879 0.1537879 0.0372621 0.1795800 0.0558997 0.954 648.5790
var slope 200 30% mean 0.4040959 0.3040959 0.0977336 0.0740547 0.0979584 NA NA
var slope 200 30% median 0.3059678 0.2059678 0.0407282 0.1165468 0.0560059 0.944 638.0235
var slope 200 35% mean 0.3976936 0.2976936 0.1061718 0.0769450 0.0945420 NA NA
var slope 200 35% median 0.3858003 0.2858003 0.0567563 0.1691674 0.1102995 0.952 615.9235
var slope 500 5% mean 0.1858979 0.0858979 0.0198288 0.0294390 0.0082451 NA NA
var slope 500 5% median 0.0984629 -0.0015371 0.0108029 0.0190046 0.0003635 0.914 5149.7580
var slope 500 15% mean 0.3205988 0.2205988 0.0399893 0.0374280 0.0500647 NA NA
var slope 500 15% median 0.1488060 0.0488060 0.0188431 0.0479278 0.0046791 0.928 2641.1600
var slope 500 25% mean 0.3985075 0.2985075 0.0560360 0.0421551 0.0908838 NA NA
var slope 500 25% median 0.2561425 0.1561425 0.0424407 0.1578305 0.0492910 0.936 2381.4195
var slope 500 30% mean 0.4101015 0.3101015 0.0624760 0.0435845 0.0980625 NA NA
var slope 500 30% median 0.2990202 0.1990202 0.0342040 0.0855080 0.0469207 0.924 1924.2415
var slope 500 35% mean 0.4102281 0.3102281 0.0681668 0.0450195 0.0982682 NA NA
var slope 500 35% median 0.3770306 0.2770306 0.0441602 0.0892416 0.0847100 0.960 1757.6250

Leverage, cov = 0.067, var(\(\epsilon\)) = 0.1

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
var slope 100 5% mean 0.1655507 0.0655507 0.0389120 0.0842461 0.0113943 NA NA
var slope 100 5% median 0.1065690 0.0065690 0.0161337 0.0659198 0.0043886 0.936 483.1440
var slope 100 15% mean 0.2915449 0.1915449 0.0835279 0.0894258 0.0446864 NA NA
var slope 100 15% median 0.1521573 0.0521573 0.0236965 0.0861829 0.0101479 0.926 328.5790
var slope 100 25% mean 0.3667554 0.2667554 0.1196504 0.0944762 0.0800842 NA NA
var slope 100 25% median 0.2356992 0.1356992 0.0295383 0.0888544 0.0263094 0.940 294.7560
var slope 100 30% mean 0.3885303 0.2885303 0.1351976 0.1040308 0.0940721 NA NA
var slope 100 30% median 0.3062707 0.2062707 0.0448193 0.1673567 0.0705559 0.940 285.2175
var slope 100 35% mean 0.3874858 0.2874858 0.1478731 0.1078123 0.0942716 NA NA
var slope 100 35% median 0.3805224 0.2805224 0.0617065 0.2814735 0.1579201 0.944 277.4800
var slope 200 5% mean 0.1750088 0.0750088 0.0295104 0.0517347 0.0083028 NA NA
var slope 200 5% median 0.0994872 -0.0005128 0.0111400 0.0242854 0.0005900 0.958 1194.8800
var slope 200 15% mean 0.3132482 0.2132482 0.0617696 0.0627920 0.0494176 NA NA
var slope 200 15% median 0.1510958 0.0510958 0.0202104 0.0555507 0.0056967 0.934 717.1060
var slope 200 25% mean 0.3878639 0.2878639 0.0872238 0.0711948 0.0879343 NA NA
var slope 200 25% median 0.2435982 0.1435982 0.0347559 0.1545022 0.0444914 0.914 639.3370
var slope 200 30% mean 0.4034327 0.3034327 0.0975540 0.0738102 0.0975193 NA NA
var slope 200 30% median 0.3012871 0.2012871 0.0416206 0.1509052 0.0632889 0.944 622.8405
var slope 200 35% mean 0.3978830 0.2978830 0.1060888 0.0764329 0.0945762 NA NA
var slope 200 35% median 0.3726778 0.2726778 0.0508370 0.2432244 0.1335113 0.932 609.3380
var slope 500 5% mean 0.1856201 0.0856201 0.0197174 0.0299427 0.0082274 NA NA
var slope 500 5% median 0.0991184 -0.0008816 0.0116366 0.0270854 0.0007344 0.928 4697.9875
var slope 500 15% mean 0.3204293 0.2204293 0.0398835 0.0377950 0.0500175 NA NA
var slope 500 15% median 0.1494548 0.0494548 0.0193265 0.0420022 0.0042100 0.942 2541.8210
var slope 500 25% mean 0.3984949 0.2984949 0.0559486 0.0422257 0.0908822 NA NA
var slope 500 25% median 0.2461773 0.1461773 0.0359322 0.1294684 0.0381299 0.942 2355.3720
var slope 500 30% mean 0.4098610 0.3098610 0.0623867 0.0435273 0.0979085 NA NA
var slope 500 30% median 0.2998969 0.1998969 0.0397682 0.1467840 0.0615043 0.938 2198.3560
var slope 500 35% mean 0.4108665 0.3108665 0.0681199 0.0451990 0.0986809 NA NA
var slope 500 35% median 0.4094365 0.3094365 0.0816112 0.2909288 0.1803905 0.940 1870.2815

Leverage, cov = -0.067, var(\(\epsilon\)) = 0.5

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
var slope 100 5% mean 0.1791204 0.0791204 0.0532011 0.1026702 0.0168012 NA NA
var slope 100 5% median 0.1055266 0.0055266 0.0151119 0.0564458 0.0032167 0.928 385.9195
var slope 100 15% mean 0.2968684 0.1968684 0.1018467 0.1117385 0.0512427 NA NA
var slope 100 15% median 0.1454690 0.0454690 0.0181093 0.0471930 0.0042946 0.930 292.3070
var slope 100 25% mean 0.3668784 0.2668784 0.1399305 0.1206701 0.0857854 NA NA
var slope 100 25% median 0.2412503 0.1412503 0.0344977 0.0998382 0.0299193 0.940 264.1260
var slope 100 30% mean 0.3900131 0.2900131 0.1565673 0.1325920 0.1016882 NA NA
var slope 100 30% median 0.3080474 0.2080474 0.0449184 0.1996913 0.0831603 0.938 247.5120
var slope 100 35% mean 0.3899665 0.2899665 0.1704090 0.1399073 0.1036546 NA NA
var slope 100 35% median 0.4056986 0.3056986 0.0839049 0.4624709 0.3073310 0.928 234.1350
var slope 200 5% mean 0.1799483 0.0799483 0.0388089 0.0627408 0.0103281 NA NA
var slope 200 5% median 0.1103201 0.0103201 0.0201788 0.0914354 0.0084669 0.948 1124.0525
var slope 200 15% mean 0.3157018 0.2157018 0.0745547 0.0810261 0.0530925 NA NA
var slope 200 15% median 0.1498848 0.0498848 0.0199023 0.0434794 0.0043790 0.944 676.2730
var slope 200 25% mean 0.3902636 0.2902636 0.1019108 0.0934134 0.0929790 NA NA
var slope 200 25% median 0.2403544 0.1403544 0.0268191 0.0607622 0.0233914 0.934 612.5210
var slope 200 30% mean 0.4044255 0.3044255 0.1126281 0.0951887 0.1017358 NA NA
var slope 200 30% median 0.3127807 0.2127807 0.0449717 0.1369949 0.0640432 0.950 579.8880
var slope 200 35% mean 0.3980488 0.2980488 0.1218005 0.0986192 0.0985588 NA NA
var slope 200 35% median 0.3914252 0.2914252 0.0566948 0.1617794 0.1111012 0.928 566.5845
var slope 500 5% mean 0.1888807 0.0888807 0.0254598 0.0403597 0.0095287 NA NA
var slope 500 5% median 0.1040574 0.0040574 0.0146255 0.0576565 0.0033407 0.928 4579.9300
var slope 500 15% mean 0.3207611 0.2207611 0.0478675 0.0498905 0.0512245 NA NA
var slope 500 15% median 0.1523687 0.0523687 0.0230971 0.0784237 0.0088927 0.934 2446.6230
var slope 500 25% mean 0.3991556 0.2991556 0.0650740 0.0542212 0.0924340 NA NA
var slope 500 25% median 0.2424097 0.1424097 0.0326020 0.0916252 0.0286757 0.926 1856.4030
var slope 500 30% mean 0.4096648 0.3096648 0.0719301 0.0575980 0.0992098 NA NA
var slope 500 30% median 0.3073994 0.2073994 0.0421643 0.1693234 0.0716849 0.950 1735.6070
var slope 500 35% mean 0.4083479 0.3083479 0.0779827 0.0577034 0.0984081 NA NA
var slope 500 35% median 0.3966802 0.2966802 0.0579749 0.1860699 0.1226411 0.946 1702.0650

Leverage, cov = 0, var(\(\epsilon\)) = 0.5

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
var slope 100 5% mean 0.1794759 0.0794759 0.0533068 0.1051579 0.0173746 NA NA
var slope 100 5% median 0.1026040 0.0026040 0.0134870 0.0461787 0.0021393 0.920 328.5710
var slope 100 15% mean 0.2958145 0.1958145 0.1018356 0.1139007 0.0513167 NA NA
var slope 100 15% median 0.1443664 0.0443664 0.0181770 0.0716244 0.0070984 0.938 274.1450
var slope 100 25% mean 0.3663869 0.2663869 0.1399217 0.1215711 0.0857415 NA NA
var slope 100 25% median 0.2287868 0.1287868 0.0292261 0.0797816 0.0229512 0.938 255.7560
var slope 100 30% mean 0.3892489 0.2892489 0.1565405 0.1331718 0.1013996 NA NA
var slope 100 30% median 0.3099653 0.2099653 0.0537406 0.2022671 0.0849974 0.944 248.5135
var slope 100 35% mean 0.3906057 0.2906057 0.1705618 0.1401419 0.1040914 NA NA
var slope 100 35% median 0.3444161 0.2444161 0.0358800 0.1028570 0.0703188 0.920 235.0465
var slope 200 5% mean 0.1801386 0.0801386 0.0388316 0.0647877 0.0106196 NA NA
var slope 200 5% median 0.0982770 -0.0017230 0.0100897 0.0164737 0.0002744 0.928 992.8990
var slope 200 15% mean 0.3158615 0.2158615 0.0745595 0.0819235 0.0533076 NA NA
var slope 200 15% median 0.1486967 0.0486967 0.0201927 0.0612692 0.0061253 0.930 624.6940
var slope 200 25% mean 0.3900460 0.2900460 0.1018823 0.0934991 0.0928688 NA NA
var slope 200 25% median 0.3273593 0.2273593 0.1051682 1.5975584 2.6038851 0.956 592.9440
var slope 200 30% mean 0.4037670 0.3037670 0.1125811 0.0954187 0.1013791 NA NA
var slope 200 30% median 0.3019477 0.2019477 0.0425679 0.1332704 0.0585439 0.918 584.7580
var slope 200 35% mean 0.3990609 0.2990609 0.1218929 0.0981478 0.0990704 NA NA
var slope 200 35% median 0.3701768 0.2701768 0.0504185 0.1601910 0.0986567 0.924 574.2180
var slope 500 5% mean 0.1888223 0.0888223 0.0254414 0.0411078 0.0095793 NA NA
var slope 500 5% median 0.0998992 -0.0001008 0.0123858 0.0249553 0.0006228 0.948 3478.9985
var slope 500 15% mean 0.3204560 0.2204560 0.0478403 0.0504081 0.0511418 NA NA
var slope 500 15% median 0.1486587 0.0486587 0.0216280 0.0662034 0.0067506 0.946 2412.6510
var slope 500 25% mean 0.3992168 0.2992168 0.0650702 0.0544401 0.0924944 NA NA
var slope 500 25% median 0.2378523 0.1378523 0.0318944 0.1269442 0.0351181 0.942 1930.7180
var slope 500 30% mean 0.4094518 0.3094518 0.0719192 0.0579023 0.0991131 NA NA
var slope 500 30% median 0.2990205 0.1990205 0.0394562 0.0937181 0.0483922 0.948 1768.0290
var slope 500 35% mean 0.4089065 0.3089065 0.0780082 0.0580894 0.0987976 NA NA
var slope 500 35% median 0.4229353 0.3229353 0.0957690 0.6672525 0.5495131 0.938 1708.2500

Leverage, cov = -0.067, var(\(\epsilon\)) = 0.5

para n percentage estimator est bias ASE ESE MSE convergence.rate median.time.s.
var slope 100 5% mean 0.1794940 0.0794940 0.0532682 0.1070709 0.0177835 NA NA
var slope 100 5% median 0.1072403 0.0072403 0.0176395 0.1255924 0.0158259 0.934 335.4500
var slope 100 15% mean 0.2946466 0.1946466 0.1017379 0.1161165 0.0513703 NA NA
var slope 100 15% median 0.1495114 0.0495114 0.0233214 0.1596542 0.0279408 0.938 294.5970
var slope 100 25% mean 0.3660706 0.2660706 0.1398817 0.1227143 0.0858524 NA NA
var slope 100 25% median 0.2269709 0.1269709 0.0289241 0.0828338 0.0229831 0.936 277.8815
var slope 100 30% mean 0.3882936 0.2882936 0.1564310 0.1338896 0.1010396 NA NA
var slope 100 30% median 0.2890641 0.1890641 0.0395989 0.1189628 0.0498974 0.934 272.9310
var slope 100 35% mean 0.3911826 0.2911826 0.1706547 0.1402001 0.1044434 NA NA
var slope 100 35% median 0.3496970 0.2496970 0.0489288 0.1545308 0.0862283 0.930 271.6590
var slope 200 5% mean 0.1802318 0.0802318 0.0388023 0.0664733 0.0108558 NA NA
var slope 200 5% median 0.1044847 0.0044847 0.0152135 0.0334654 0.0011400 0.952 1025.6735
var slope 200 15% mean 0.3159533 0.2159533 0.0745199 0.0826526 0.0534673 NA NA
var slope 200 15% median 0.1481923 0.0481923 0.0192937 0.0443241 0.0042871 0.930 687.6770
var slope 200 25% mean 0.3899378 0.2899378 0.1018250 0.0934765 0.0928018 NA NA
var slope 200 25% median 0.2294881 0.1294881 0.0261260 0.0590582 0.0202550 0.916 635.2515
var slope 200 30% mean 0.4030652 0.3030652 0.1124949 0.0955241 0.1009733 NA NA
var slope 200 30% median 0.2874408 0.1874408 0.0362089 0.0818433 0.0418324 0.942 620.9730
var slope 200 35% mean 0.3984745 0.2984745 0.1218591 0.0980733 0.0987054 NA NA
var slope 200 35% median 0.3770062 0.2770062 0.0685789 0.3970351 0.2343693 0.950 611.4370
var slope 500 5% mean 0.1886760 0.0886760 0.0253972 0.0415732 0.0095918 NA NA
var slope 500 5% median 0.1060322 0.0060322 0.0180653 0.0757799 0.0057790 0.940 3222.8115
var slope 500 15% mean 0.3202592 0.2202592 0.0477950 0.0509763 0.0511127 NA NA
var slope 500 15% median 0.1482530 0.0482530 0.0227986 0.0830972 0.0092335 0.924 2558.6240
var slope 500 25% mean 0.3992271 0.2992271 0.0650401 0.0546402 0.0925224 NA NA
var slope 500 25% median 0.2366489 0.1366489 0.0338903 0.0991742 0.0285084 0.938 2043.3250
var slope 500 30% mean 0.4092332 0.3092332 0.0718846 0.0582217 0.0990150 NA NA
var slope 500 30% median 0.2915508 0.1915508 0.0396433 0.1019957 0.0470948 0.952 1972.7770
var slope 500 35% mean 0.4094454 0.3094454 0.0780111 0.0584429 0.0991720 NA NA
var slope 500 35% median 0.3728483 0.2728483 0.0588031 0.1894251 0.1103281 0.934 1834.3320